Error bounds and convergence analysis of feasible descent methods: a general approach

Zhi Quan Luo; Paul Tseng

doi:10.1007/BF02096261

Error bounds and convergence analysis of feasible descent methods: a general approach

Zhi Quan Luo
, Paul Tseng

Electrical and Computer Engineering

Research output: Contribution to journal › Article › peer-review

372 Scopus citations

Abstract

We survey and extend a general approach to analyzing the convergence and the rate of convergence of feasible descent methods that does not require any nondegeneracy assumption on the problem. This approach is based on a certain error bound for estimating the distance to the solution set and is applicable to a broad class of methods.

Original language	English (US)
Pages (from-to)	157-178
Number of pages	22
Journal	Annals of Operations Research
Volume	46-47
Issue number	1
DOIs	https://doi.org/10.1007/BF02096261
State	Published - Mar 1993

Keywords

Error bound
feasible descent methods
linear convergence

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10.1007/BF02096261

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title = "Error bounds and convergence analysis of feasible descent methods: a general approach",

abstract = "We survey and extend a general approach to analyzing the convergence and the rate of convergence of feasible descent methods that does not require any nondegeneracy assumption on the problem. This approach is based on a certain error bound for estimating the distance to the solution set and is applicable to a broad class of methods.",

keywords = "Error bound, feasible descent methods, linear convergence",

author = "Luo, \{Zhi Quan\} and Paul Tseng",

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AB - We survey and extend a general approach to analyzing the convergence and the rate of convergence of feasible descent methods that does not require any nondegeneracy assumption on the problem. This approach is based on a certain error bound for estimating the distance to the solution set and is applicable to a broad class of methods.

KW - Error bound

KW - feasible descent methods

KW - linear convergence

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JO - Annals of Operations Research

JF - Annals of Operations Research

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ER -

Error bounds and convergence analysis of feasible descent methods: a general approach

Abstract

Keywords

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